+50.4%
GTX vs VT
+151.7%
-101.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +5.2% | +0.4% | +4.8% | +4.7% |
| 30D | -10.7% | +1.0% | -11.7% | -11.6% |
| 3M | -14.6% | +2.4% | -17.0% | -16.4% |
| 6M | +44.1% | +12.0% | +32.1% | +29.3% |
| YTD | +62.0% | +15.3% | +46.6% | +41.4% |
| 1Y | +115.3% | +22.6% | +92.7% | +76.7% |
| 3Y | +276.1% | +74.7% | +201.5% | +116.9% |
| 5Y | +299.0% | +66.1% | +232.9% | +139.5% |
| All | +50.4% | +151.7% | -101.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling